Simply dig through the recycling box for various sizes and shapes of glass jars. Cut orange tissue paper into squares, and affix with Mod Poge- make sure to brush the paste over top the tissue as well. Paint your Jack face with black acrylic. I'm adding hangers made from armature wire.
All that's left is the lights! I found these super bright led's on ebay (Six Star Sales carries them). They come in a rainbow of colours in single lights, and clusters of 2, 3 and 5. Mine are amber (they actually look less yellow in person).
Way easy, and really effective!